Checking if a variable belongs to a class in python

You could use the __dict__ property which composes a class, for example:

In [1]: class Foo(object):
   ...:     bar = "b"
   ...:     zulu = "z"
   ...:     
In [2]: "bar"  in Foo.__dict__
Out[2]: True

Or as you're searching for the values use __dict__.values():

In [3]: "b" in Foo.__dict__.values()
Out[3]: True

As Peter Wood points out, the vars() built-in can also be used to retrieve the __dict__:

In [12]: "b" in vars(Foo).values()
Out[12]: True

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The __dict__ property is used as a namespace for classes and so will return all methods, magic methods and private properties on the class as well, so for robustness you might want to modify your search slightly to compensate.

In your case, you might want to use a classmethod, such as:

class States(object):
    ALABAMA = "AL"
    FLORIDA = "FL"

    @classmethod
    def is_state(cls, to_find):
        print(vars(cls))
        states = [val for key, val in vars(cls).items()
                  if not key.startswith("__")
                  and isinstance(val, str)]
        return to_find in states

States.is_state("AL") # True
States.is_state("FL") # True
States.is_state("is_state") # False
States.is_state("__module__") # False

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Update This clearly answer's the OPs question, but readers may also be interested in the Enum library in Python 3, which would quite possibly be a better container for data such as this.

Why don't you use a dictionary? Its a lot simpler and lookups will be easier as well.

states = {'AL': 'Alabama', 'AK': 'Alaska' ... }
test_state = 'Foo'

if test_state not in states.keys():
    print('{} is not valid input'.format(test_state))